-28.4%
DT vs LNT
+31.1%
-59.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +0.1% | -0.5% | +0.6% | +0.1% |
| 3M | +24.1% | -5.5% | +29.6% | +24.5% |
| 6M | +30.1% | -3.8% | +33.9% | +30.2% |
| YTD | +16.8% | +6.8% | +9.9% | +15.4% |
| 1Y | -0.1% | +9.3% | -9.4% | -1.6% |
| 3Y | +6.8% | +47.9% | -41.1% | +0.8% |
| 5Y | -28.4% | +31.6% | -60.0% | -31.4% |
| All | -28.4% | +31.1% | -59.5% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling